An upper bound on the expected value of a non-increasing convex function with convex marginal return functions

Christopher J. Donohue, John R. Birge. An upper bound on the expected value of a non-increasing convex function with convex marginal return functions. Oper. Res. Lett., 18(5):213-221, 1996. [doi]

Authors

Christopher J. Donohue

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John R. Birge

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